+196.8%
B vs PENG
+597.2%
-400.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.8% | -0.6% |
| 7D | +9.6% | -19.4% | +29.0% | +11.0% |
| 30D | +3.5% | -42.4% | +45.9% | +7.9% |
| 3M | -1.6% | -25.6% | +24.1% | -0.2% |
| 6M | -1.7% | +7.3% | -8.9% | -5.2% |
| YTD | -5.3% | +113.9% | -119.2% | -14.7% |
| 1Y | +27.2% | +93.6% | -66.4% | +15.5% |
| 3Y | +166.1% | +170.2% | -4.1% | +130.1% |
| 5Y | +136.5% | +44.2% | +92.3% | +106.8% |
| All | +196.8% | +597.2% | -400.4% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling